FB has more information about other channels than you do, I.e. for all you know they have algorithms favoring users to see FB ads that are on path that usually leads to your site based on FB pixel tracking. Then all the multi-attribution ROI of FB is nonsenses but you have no idea.
I'm not saying they are doing that, I am saying be especially careful with anyone in advertising who is misleading and who doesn't try to protect their reputation by being exact in what they say.
Regardless, dollar for dollar, if people are seeing bigger conversions or returns it doesn't matter whether they came from display advertising or 'organic content'.
If someone is intentionally adding correlations using predictive information then they are stealing money you did not have to spend on traffic that was inevitable. It is like standing inside your waiting room to hand out your buisiness cards then claiming the sales commission.
If you have independent metrics of your own spend, then no, facebook didn't tell you. But you'd have had to have had similar spends in similar ways with all their competitors to know that.